#SVM_b4_dd_pred4

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#SVM_b4_dd_pred4

This script functions as a specialized predictive analytics tool for the MetaTrader platform. Rather than relying on standard technical indicators (like moving averages or RSI), it operates by importing and interpreting pre-calculated data files to project market movements.

Data Integration and Loading

The core logic begins by locating and reading specific external "prediction" files from your local directory. These files contain processed results—likely generated by a machine learning model (indicated by the .libsvm references)—which serve as the foundation for the script's visual output. The script identifies these files based on the specific currency pair you are viewing and the timeframe currently active.

Dynamic Timeframe Scaling

The tool is designed to be versatile across different trading styles. It features "Future Windows," which adjust automatically based on your chosen timeframe:

  • Short-term (M5): Uses larger windows to account for higher volatility.
  • Medium-term (H1): Uses intermediate scaling.
  • Long-term (H4): Uses smaller, more concentrated windows for broader trends.

Core Processing Logic

Once the data is loaded into the system memory, the script performs a systematic scan of historical price bars. For every point on your chart, it executes the following logic:

  1. Data Matching: It compares the current time of each bar against the timestamps provided in the external prediction files.
  2. Filtering: It looks for specific "valid" signals. To prevent false positives, the script filters out extreme values (ignoring anything outside a specific range) and ensures that the data point falls within a logical chronological sequence.
  3. Signal Identification: It identifies the maximum and minimum values within its data set to determine the strength of the trend.
  4. Visual Output: When all conditions are met—meaning the timestamp matches, the value is within the allowed range, and the trend strength is confirmed—the script places a visual marker (an arrow) on the chart.

Summary of Operation

In simple terms, this is not a "live" calculation tool that reacts to price movements in real-time. Instead, it is a data-overlay system. It reads a "map" of predicted outcomes provided by an external source and paints those specific signals onto your trading chart at the correct historical coordinates, allowing you to visualize projected market points based on pre-calculated analysis.

Miscellaneous
Uses files from the file systemIt reads information from a fileImplements a curve of type %1
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#SVM_b4_dd_pred4 
//+------------------------------------------------------------------+
//|                                           
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""
#include <stderror.mqh>
/*
SL      TP
0.006	 0.008
0.006	 0
0.006	 0.006
0.005	 0.008

*/
#define COL1 1
#define COL2 1

//  5-10, 10-15 and 5-15
#property indicator_separate_window
#property indicator_buffers 7
#property indicator_color1 Magenta
#property indicator_color2 Lime
#property indicator_color3 Red
#property indicator_color4 Orange
#property indicator_color5 Aqua
#property indicator_color6 Blue
#property indicator_color7 Yellow
#property indicator_level1 0.0

//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
int NrBars = 1003;
int StopLoss=40;
int TakeProfit=40;
int Period1=PERIOD_M5;
int Period0=0;
int Buffers1=5;

//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
int FutureWindow1;
int FutureWindow2;
int FutureWindow3;
int FutureWindow4;
int FutureWindow5;
int FutureWindow6;
int FW;
//---- buffers
double VolBuffer1[];
double VolBuffer2[];
double VolBuffer3[];
double VolBuffer4[];
double VolBuffer5[];
double VolBuffer6[];
double VolBuffer7[];

string v[][COL1];
string vv[][COL2];
string f1,f2;
double dv[];
double dvv[];
   
string pr1(string sym1, int sig)
{
  int i,j,size,lin;
  int col=COL1;
  string nameData1 = "b4/dd/pred"+sig+"/"+sym1+".libsvm.prd";
  int handle=FileOpen(nameData1,FILE_CSV|FILE_READ,' ');
  if(handle<1)
    {
     Print("File"+nameData1+" not found, the last error is ", GetLastError());
     return(0);
    }
  else 
  {    
     FileSeek(handle, 0, SEEK_SET );
     i=0;
     while(!FileIsEnding(handle))
     {
       FileReadString(handle);
       i++;
     }
     size=i-1;//=755->0..754
     lin = size / col; //151 , usd lin=1564,col=5,size=7820
     ArrayResize(v,lin);
     FileSeek(handle, 0, SEEK_SET );
     for (i=0;i<lin;i++)
       for (j=0;j<col;j++)
         v[i][j]=FileReadString(handle);     
     FileClose(handle);    
  } 
  return (nameData1);
}


string pr2(string sym1, int sig)
{
  int i,j,size,lin;
  int col=COL2;
  string nameData1 = "b4/dd/pred"+sig+"/"+sym1+".libsvm.t";
  int handle=FileOpen(nameData1,FILE_CSV|FILE_READ,' ');
  if(handle<1)
    {
     Print("File"+nameData1+" not found, the last error is ", GetLastError());
     return(0);
    }
  else 
  {    
     FileSeek(handle, 0, SEEK_SET );
     i=0;
     while(!FileIsEnding(handle))
     {
       FileReadString(handle);
       i++;
     }
     size=i-1;//=755->0..754
     lin = size / col; //151 , usd lin=1564,col=5,size=7820
     ArrayResize(vv,lin);
     FileSeek(handle, 0, SEEK_SET );
     for (i=0;i<lin;i++)
       for (j=0;j<col;j++)
         vv[i][j]=FileReadString(handle);     
     FileClose(handle);    
  } 
  return (nameData1);
}


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//|------------------------------------------------------------------|

int init()
  {
  if(NrBars==0)
    NrBars=Bars;//iBars(Symbol(),Period1);
  if (Period1==PERIOD_M5)
  {
     FutureWindow1 = 10;
     FutureWindow2 = 50;
     FutureWindow3 = 100;
     FutureWindow4 = 150;
     FutureWindow5 = 200;
     FutureWindow6 = 250;
  }
  else if(Period1==PERIOD_H1)
  {
     FutureWindow1 = 1;
     FutureWindow2 = 5;
     FutureWindow3 = 10;
     FutureWindow4 = 15;
     FutureWindow5 = 20;
     FutureWindow6 = 25;
  }
  else if(Period1==PERIOD_H4)
  {
     FutureWindow1 = 1;
     FutureWindow2 = 2;
     FutureWindow3 = 3;
     FutureWindow4 = 4;
     FutureWindow5 = 5;
     FutureWindow6 = 6;
 
  }

   IndicatorBuffers(7);
   
   SetIndexStyle(0,DRAW_ARROW,0,1);
   SetIndexBuffer(0, VolBuffer1);
   SetIndexLabel(0,"0");
   SetIndexArrow(0,158);
   
   SetIndexStyle(1,DRAW_ARROW,0,1);
   SetIndexBuffer(1, VolBuffer2);
   SetIndexLabel(1,"1");
   SetIndexArrow(1,158);
  
   SetIndexStyle(2,DRAW_ARROW,0,1);
   SetIndexBuffer(2, VolBuffer3);
   SetIndexLabel(2,"2");
   SetIndexArrow(2,158); 
   
   SetIndexStyle(3,DRAW_ARROW,0,1);
   SetIndexBuffer(3, VolBuffer4);
   SetIndexLabel(3,"3");
   SetIndexArrow(3,158);   

   SetIndexStyle(4,DRAW_ARROW,0,1);
   SetIndexBuffer(4, VolBuffer5);
   SetIndexLabel(4,"4");
   SetIndexArrow(4,158); 
      
   SetIndexStyle(5,DRAW_ARROW,0,1);
   SetIndexBuffer(5, VolBuffer6);
   SetIndexLabel(5,"5");
   SetIndexArrow(5,158); 
   
   SetIndexStyle(6,DRAW_ARROW,0,1);
   SetIndexBuffer(6, VolBuffer7);
   SetIndexLabel(6,"6");
   SetIndexArrow(6,158);    
   
   if(Buffers1==0)
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow1+" "+FutureWindow2+" "+FutureWindow3+" "+FutureWindow4+" "+FutureWindow5+" "+FutureWindow6);
   else if(Buffers1==1)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow1);     
     FW=FutureWindow1; 
   }  
   else if(Buffers1==2)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow2);     
     FW=FutureWindow2; 
   }       
   else if(Buffers1==3)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow3);     
     FW=FutureWindow3; 
   }       
   else if(Buffers1==4)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow4);     
     FW=FutureWindow4; 
   }       
   else if(Buffers1==5)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow5);     
     FW=FutureWindow5; 
   }       
   else if(Buffers1==6)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow6);     
     FW=FutureWindow6; 
   }  
     
///////////////////////////////////////////  
   f1=pr1(Symbol(), Buffers1-1);
   f2=pr2(Symbol(), Buffers1-1);  
   Print(f1,"-> ",v[0][0]," ",v[1][0]);
   Print(f2,"-> ",vv[0][0]," ",vv[1][0]); 
   ArrayResize(dv,ArraySize(v));
   for (int k=0;k<ArraySize(v);k++)
   {
     dv[k]= StrToDouble(v[k][0]);
   }    
   ArrayResize(dvv,ArraySize(vv));
   for (k=0;k<ArraySize(vv);k++)
   {
     dvv[k]= StrToInteger(vv[k][0]);
   }
/////////////////////////////////////////////     
     
   return(0);
  }


//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {

  }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {

  double x1,x2,x3,x4,x5,x6,x7;
  int pos=0;
///////////////////////////////////////////  
   f1=pr1(Symbol(), Buffers1-1);
   f2=pr2(Symbol(), Buffers1-1);  
   Print(f1,"-> ",v[0][0]," ",v[1][0]);
   Print(f2,"-> ",vv[0][0]," ",vv[1][0]); 
   ArrayResize(dv,ArraySize(v));
   for (int k=0;k<ArraySize(v);k++)
   {
     dv[k]= StrToDouble(v[k][0]);
   }    
   ArrayResize(dvv,ArraySize(vv));
   for (k=0;k<ArraySize(vv);k++)
   {
     dvv[k]= StrToInteger(vv[k][0]);
   }
/////////////////////////////////////////////     
   int dayshift=-1;

  pos=NrBars;
  while(pos>=0)
  //while(pos<=NrBars)
     {  
		//PREDICT
		
      if(Buffers1!=0)
      {
      
       double max=dv[ArrayMaximum(dv)];
       double min=dv[ArrayMinimum(dv)];
       datetime d2 = Time[pos];
       dayshift=ArrayBsearch(dvv,d2,WHOLE_ARRAY,0,MODE_ASCEND);
       datetime maxt2=dvv[ArrayMaximum(dvv,WHOLE_ARRAY,0)];
       if (
            (dayshift > 0) && 
            (d2<=maxt2) && 
            StrToDouble(v[dayshift][0])<7.1 && 
            StrToDouble(v[dayshift][0])>-7.1 &&
            (max > min)           
            )
       //if ((dayshift > 0))
       {       
         VolBuffer7[pos]=StrToDouble(v[dayshift][0])+0.1; //Open
       }
       else
         VolBuffer7[pos]=EMPTY_VALUE;     		
		}
 	   //pos++;
 	   pos--;
     }
     
    //InSigNormalize(VolBuffer1);
    //InSigNormalize(VolBuffer2);
    //InSigNormalize(VolBuffer3);

  //int lasterror=0;
  //string pict_file1 = "b4/dd/shots"+(Buffers1-1)+"/"+Symbol()+".gif";
  //string pict_file1="shots\\signal"+(Buffers1-1)+"\\better"+(Buffers1-1)+".gif";
  //---- make WindowScreenShot for further checking
  //if(!WindowScreenShot("shots\\tester"+ExtShotsCounter+".gif",640,480))
  //if(!WindowScreenShot(pict_file1,640,480))
  //  lasterror=GetLastError();
    
  //if(!SendFTP(pict_file1))
  //  lasterror=GetLastError();
  // Print("error(",lasterror,"): ");      
   return(0);
  }
//+------------------------------------------------------------------+

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